This toolbox consists of open-source solvers for a variety of optimization
problems: CLP for linear optimization, CBC for integer linear optimization,
IPOPT (with MUMPS) for nonlinear optimization, and BONMIN for integer nonlinear
optimization.
This version of the toolbox is a Beta release and works only for Scilab 6.0.x.
It does not work for older versions of Scilab. On latest Ubuntu releases such as
Ubuntu 19.10, libgfortran4 has to be installed. This can be done by executing
the command apt-get install libgfortran4.
Features
---------
* linprog: Solves a linear optimization problem.
* intlinprog: Solves a mixed-integer linear optimization problem in intlinprog
format with CBC.
* quadprog: Solves a quadratic optimization problem.
* quadprogmat: Solves a quadratic optimization problem (with input in Matlab
format).
* lsqnonneg: Solves a nonnegative linear least squares optimization problem.
* lsqlin: Solves a linear least squares optimization problem.
* lsqnonlin: Solves a nonlinear least squares optimization problem.
* fminunc: Solves an unconstrained optimization problem.
* fminbnd: Solves a nonlinear optimization problem on bounded variables.
* fmincon: Solves a general nonlinear optimization problem.
* fgoalattain: Solves a multiobjective goal attainment problem.
* fminimax: Solves a minimax optimization problem.
* intfminunc: Solves an unconstrained mixed-integer nonlinear optimization
problem.
* intfminbnd: Solves a mixed-integer nonlinear optimization
problem on bounded variables.
* intfmincon: Solves a constrained mixed-integer nonlinear optimization
problem.
* intfminimax: Solves a mixed-integer minimax optimization problem.
* intquadprog: Solves an integer quadratic optimization problem.
Changelog
---------
Version 0.3.1 (March 31, 2020)
Problems with fmincon evident in version 0.3 have been fixed
Exit flag status for IPOPT and BONMIN libraries have been changed
Version 0.3 (January 20, 2020)
Toolbox ported to Scilab 6. It will not work for older versions of Scilab
Symphony has been temporarily disabled, will be reintroduced in the future
Upgraded solver libraries to their latest version
Added quadprogCLP function.
Improvements in help files and examples
"_gradhess" in intfmincon has been improved
Bug fixes for intfminimax
Version 0.2.3 (December 11, 2018)
Edits in quadprog help file
Restructured the linprog lambda parameter
Reduced size of source and all binaries
Version 0.2.2 (July 27, 2018)
Reduced the size of the source code and binaries
Version 0.2.1 (July 20, 2018)
Changed names of the following functions:
*cbcintlinprog => intlinprog
*intqpipopt => intquadprog
*qpipopt => quadprog
*qpipoptmat => quadprogmat
Version 0.2 (July 5, 2018)
Upgraded solver libraries to their latest version and added the following
functions:
*cbcintlinprog
*fotversion
*intfminbnd
*intfmincon
*intfminimax
*intfminunc
*intqpipopt
